課程名稱 |
訊號控制及對策 Information,control and Games |
開課學期 |
104-1 |
授課對象 |
電機資訊學院 電機工程學研究所 |
授課教師 |
張時中 |
課號 |
EE5075 |
課程識別碼 |
921 U3150 |
班次 |
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學分 |
3 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期二2,3,4(9:10~12:10) |
上課地點 |
電二104 |
備註 |
總人數上限:40人 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1041EE5075_ |
課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
課程大綱
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課程概述 |
I. Introduction to Game Theory
1. Models/Game Theory as a Tool for Analysis and Course Outline.
2. A Brief Introduction of Mathematical Optimization - Static and Dynamic.
3. Normal Form (one-shot) games and repeated Games. Solution concepts: the Nash Equilibrium.
4. Extensive form (multistage) games.
5. Introduction to Experimental Games
6. Hierarchical Games
7. Cooperative Games
II. Decision-Making with Imperfect Information
8. Team Decision Problems.
9. Mid-term Exam
10. Moral Hazard, Incentives, and Games with Incomplete Information.
III. Market Design
11. Mechanism Design.
12. Auctions.
III. Engineering Application Case Study
13. Term project proposal discussion/presentation
14. Game Models and Analysis of Deregulated Electricity Market
15. Game Models and Analysis for Communication Network Services
16. Cooperation and contracts in supply chain management
17. Term Project Final Presentations |
課程目標 |
This course is designed for senior and graduate level engineering students to study static and dynamic optimization problems among multiple decision-makers (DMs) in a networked system, where each DM has his/her own objective function, accesses to public and private information, and possesses individual decision-making authorities. The course goals are as follows:
(i) to develop students’ common sense for gaming problems and the role of information;
(ii) to equip students with interdisciplinary models, theories, and solution methods from mathematical optimization, system and control, and economic game; and
(iii) to guide students in applications to networked systems of their interest via case studies.
To achieve the course goal, there are three course segments. The first segment covers the mathematical background and the basic game theory. The second segment focuses on team and game decision-making with imperfect information. The final segment includes both lectures and term projects on real application cases such as pricing of communication network services, market design of supply chain and problems of students’ interest. |
課程要求 |
PREREQUISITE:
Signal and Systems or Control System, Probability Theory; or consent of instructors
Grading:
Classroom Participation 10%
Homework 20%
Mid Term 40%
Term Project 40%
Total 110%
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預期每週課後學習時數 |
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Office Hours |
每週三 14:20~15:20 每週一 13:00~14:00 |
指定閱讀 |
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參考書目 |
教科書 Prajit K. Dutta, Strategies and Games, Theory and Practice, MIT Press, 1999.
Optional: Martin J. Osborne, An Introduction to Game Theory, Oxford University Press, 2004.
參考書目 REFERENCES:
1. T. Basar and G. J. Olsder, Dynamic Noncooperative Game Theory, Society for Industrial & Applied Math; 2nd Edition, 1998.
2. D. P. Bertsekas, Nonlinear Programming, Second Edition, Athena Scientific, Belmont, MA, 1999.
3. M. Bichler, The Future of e-Markets: Multidimensional Market Mechanisms, Cambridge U. Press, 2001.
4. C. Camerer, Progress in Behavioral Game Theory, Journal of Economic Perspectives, 4, 167-188, 1997.
5. A. J. Jones, Game Theory, John Wiley and Sons, 1980.
6. V. Krishna, Auction Theory, Academic Press, 2002.
7. F. L. Lewis and V. L. Syrmos, Optimal Control, Wiley-Interscience, 1995.
8. E. Rasmusen, Games and Information: An Introduction to Game Theory, Blackwell; 3rd edition, 2001.
9. R. Shelton, Gaming the Market: Applying Game Theory to Create Winning Trading Strategies, Wiley, 1997.
10. V. L. Smith, Economics in the Laboratory, Journal of Economic Perspectives, 3, 151-169, 1994.
11. H. R. Varian, Microeconomic Analysis, Norton, 3rd edition, 1992.
12. F. Vega-Redondo, Economics and the Theory of Games, Cambridge University Press, 2003.
13. D. Garg, Y. Narahari, and S. Gujar. Foundations of Mechanism Design: A Tutorial. Part 1: Key Concepts and Classical Results. In: Sadhana, Indian Academy Proceedings in Engineering Sciences, Volume 33, Number 2, April 2008, pp. 83-130. http://lcm.csa.iisc.ernet.in/hari/all-publications/journals-book-chapters/Foundations%20of%20Mechanism%20Design%20%20A%20Tutorial%20%20Part%201.pdf
14. D. Garg, Y. Narahari, and S. Gujar. Foundations of Mechanism Design: A Tutorial. Part 2 : Advanced Concepts and Results. In: Sadhana, Indian Academy Proceedings in Engineering Sciences, Volume 33, Number 2, April 2008, pp. 131-174. http://lcm.csa.iisc.ernet.in/hari/all-publications/journals-book-chapters/Foundations%20of%20Mechanism%20Design%20%20A%20Tutorial%20%20Part%202.pdf
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評量方式 (僅供參考) |
No. |
項目 |
百分比 |
說明 |
1. |
Hoemwork |
20% |
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2. |
Midterm Exam |
40% |
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3. |
Term Project |
40% |
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4. |
Participation |
0% |
Bonus up to 10% |
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週次 |
日期 |
單元主題 |
Week 1 |
09/15 |
Motivation, Course Outline, and a First Look:Rules of the Game |
Week 2 |
09/22 |
A sequence of gradually weakening solution concepts
- Strongly dominant strategy solutions
- (Weakly) dominant strategy solutions
- Dominance solvability (via Iterated Elimination of Dominated Strategies, IEDS)
- Nash equilibrium
Information
- The Strategic and Extensive Forms of a Game |
Week 3 |
09/26 |
Perfect, Certain, Symmetric, Complete Information and the Harsanyi Transformation
Baysean Games
Mixed Strategies
Games |
Week 4 |
10/04 |
Mixed Strategies (Cont.)
The Payoff Equating Method and the General 2 by 2 Game
Zero-Sum GamesZero-Sum Games
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Week 5 |
10/13 |
Infinite Games with Continuous Strategies
Existence of Nash Equilibria
Dynamic Programming for Discrete-Time Optimal Control
Subgame Perfect Nash Equilibrium
Subgame Perfect Nash Equilibrium with Imperfect Information
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Week 6 |
10/20 |
Dynamic Programming for Discrete-Time Optimal Control
Subgame Perfect Nash Equilibrium
Subgame Perfect Nash Equilibrium with Imperfect Information
Mixed and Behavior Strategies and a Few Comments
Finite-Stage Infinite Nash Games
Reading Assignment: Chapter 4 |
Week 7 |
10/27 |
Introduction to Netlogo: Agent-based Modeler and Simulator (for Games) by 陳榮輝
Finite-Stage Infinite Nash Games
Finitely Repeated Games
Infinitely Repeated Games
Hierarchical Games: Motivating Examples
Solution concept
Examples
Reading Assignments: Chapter 5
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Week 8 |
11/3 |
Infinitely Repeated Games
Hierarchical Games: Motivating Examples
Solution Concept
Examples
Reading Assignment:
T. S. Chang, P. B. Luh, “Derivation of Necessary and Sufficient Conditions for Single-Stage Stackelberg Games via the Inducible Region Concept,” IEEE Transactions on Automatic Control, Vol. 29, No. 1, Jan. 1984, pp. 63-66 (http://www.engr.uconn.edu/msl/)
P. B. Luh, S. C. Chang, and T. S. Chang, “Solutions and Properties of Multi-Stage Stackelberg Games,” Automatica, Vol. 20, No. 2, March 1984, pp. 251-256 (http://www.engr.uconn.edu/msl/)
Optional Reading: Basar and Olsder 3.6
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Week 9 |
11/10 |
Hierarchical Games: Motivating Examples (Cont.)
Relevant Results on Finite Games
An Example of Single-Act Infinite Games
Hierarchical Games in Extensive Form: Inducible Regions
A Motivating Example
The General Approach for Single-Stage Problems
An Example of an Infinite Hierarchical Game
Multi-Stage Hierarchical Games
Principle of Optimality
IR for Multi-Stage Games
- Team Decision Theory
Y. C. Ho, “Team Decision Theory and Information Structures,” Proceedings of IEEE, Vol. 68, No. 6, June 1980, pp. 644-654
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Week 10 |
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Team Decision Theory |
Week 11 |
11/24 |
Mid-term Exam |
Week 12 |
12/1 |
Preparation for term project proposal
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Week 13 |
12/8 |
I. Presentation of term project proposal
II. Introduction to Cooperative Games
Coalitional Game: Examples
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Week 14 |
12/15 |
I. Introduction to Cooperative Games (Cont.)
Redistribution of Payoffs
Game in Characteristic Form and the Core
Analysis of the Core
Shapley Value
Cooperative Game and Risk
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Week 15 |
12/22 |
Moral Hazard and Incentive Compatibility
Moral Hazard: Examples and Definition
Five Production Games with Different Information Structures
Four Principal-Agent Games with Different Payment Schemes
Some General Conclusions
Mechanism Design: Introduction and Motivating Examples
Specific Examples and Results
Production Game VIII
The Myerson Trading Game
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Week 16 |
12/29 |
Moral Hazard and Incentive Compatibility
Four Principal-Agent Games with Different Payment Schemes
Some General Conclusions
Mechanism Design: Introduction and Motivating Examples
Specific Examples and Results
Production Game VIII
The Myerson Trading Game
Selling to a Buyer with an Unknown Valuation
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Week 17 |
01/05 |
Auctions
- Examples
- Private-Value and Common Value Auctions
- Classification of Auctions based on Mechanisms
Ascending Auctions
Second Price Auctions
First Price Auctions  Descending Auctions
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Week 18 |
01/19 |
Term Project Presentation |
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